+229.1%
UPRO vs RUN
-35.6%
+264.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.2% |
| 7D | +1.5% | +10.2% | -8.7% | +0.1% |
| 30D | -3.7% | -9.6% | +5.9% | -2.5% |
| 3M | +8.0% | -31.5% | +39.5% | +13.1% |
| 6M | +38.7% | -18.7% | +57.3% | +41.7% |
| YTD | +29.5% | -49.9% | +79.4% | +38.3% |
| 1Y | +46.1% | -45.5% | +91.6% | +53.6% |
| 3Y | +229.1% | -34.1% | +263.2% | +185.2% |
| All | +229.1% | -35.6% | +264.7% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling